NYMEX Natural Gas Future March 2015

Trading Metrics calculated at close of trading on 20-Oct-2014

Day Change Summary
	Previous	Current
	17-Oct-2014	20-Oct-2014	Change	Change %	Previous Week
Open	3.913	3.842	-0.071	-1.8%	3.940
High	3.919	3.865	-0.054	-1.4%	4.037
Low	3.840	3.785	-0.055	-1.4%	3.824
Close	3.889	3.793	-0.096	-2.5%	3.889
Range	0.079	0.080	0.001	1.3%	0.213
ATR	0.093	0.094	0.001	0.9%	0.000
Volume	19,782	17,213	-2,569	-13.0%	96,866

Daily Pivots for day following 20-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.054	4.004	3.837
R3	3.974	3.924	3.815
R2	3.894	3.894	3.808
R1	3.844	3.844	3.800	3.829
PP	3.814	3.814	3.814	3.807
S1	3.764	3.764	3.786	3.749
S2	3.734	3.734	3.778
S3	3.654	3.684	3.771
S4	3.574	3.604	3.749

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.556	4.435	4.006
R3	4.343	4.222	3.948
R2	4.130	4.130	3.928
R1	4.009	4.009	3.909	3.963
PP	3.917	3.917	3.917	3.894
S1	3.796	3.796	3.869	3.750
S2	3.704	3.704	3.850
S3	3.491	3.583	3.830
S4	3.278	3.370	3.772

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.037	3.785	0.252	6.6%	0.095	2.5%	3%	False	True	18,881
10	4.053	3.785	0.268	7.1%	0.088	2.3%	3%	False	True	20,731
20	4.207	3.785	0.422	11.1%	0.092	2.4%	2%	False	True	20,186
40	4.225	3.785	0.440	11.6%	0.087	2.3%	2%	False	True	17,413
60	4.225	3.785	0.440	11.6%	0.084	2.2%	2%	False	True	14,757
80	4.485	3.785	0.700	18.5%	0.080	2.1%	1%	False	True	12,896

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.205
2.618	4.074
1.618	3.994
1.000	3.945
0.618	3.914
HIGH	3.865
0.618	3.834
0.500	3.825
0.382	3.816
LOW	3.785
0.618	3.736
1.000	3.705
1.618	3.656
2.618	3.576
4.250	3.445

Fisher Pivots for day following 20-Oct-2014
Pivot	1 day	3 day
R1	3.825	3.857
PP	3.814	3.835
S1	3.804	3.814

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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